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Constrained estimation for time‐varying networks with hybrid incomplete information
Authors:Fan Wang  Jinling Liang
Affiliation:1. School of Mathematics, Southeast University, Nanjing, China;2. CSN Research Group, Faculty of Engineering, King Abdulaziz University, Jeddah, Saudi Arabia
Abstract:This paper deals with the constrained urn:x-wiley:rnc:media:rnc3894:rnc3894-math-0004 estimation problem for a class of time‐varying complex networks with hybrid incomplete information including randomly occurring uncertainties, randomly occurring nonlinearities, and fading measurements over a finite horizon. Communication links among nodes have uncertain coupling strengths, which can be transformed into a norm‐bounded inner coupling matrix based on the interval matrix approach. The proposed performance requirements not only quantify the degree of the estimation error with regard to unknown‐but‐bounded disturbances but also confine the estimation error in a constrained set. By exploiting the intensive stochastic analysis and the set‐membership method, sufficient conditions are developed under which networks fulfill the urn:x-wiley:rnc:media:rnc3894:rnc3894-math-0005 performance and the bounded constraint, respectively. Then, a new criterion is derived to ensure the prescribed requirements in terms of recursive linear matrix inequalities suitable for online computation. Finally, a simulation example is provided to show the effectiveness of the developed results.
Keywords:   estimation  bounded constraint  randomly occurring uncertainties and nonlinearities  set‐membership method  time‐varying networks  uncertain coupling
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